UC WAR. CALL 06/25 UPAB/ DE000HC96JU3 /
| 16/10/2024 08:00:59 | Chg.-0.0500 | Bid08:18:13 | Ask08:18:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | -7.81% | 0.6000 Bid Size: 6,000 |
0.6400 Ask Size: 6,000 |
United Parcel Servic... | 150.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC96JU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 11/09/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.24 |
| Parity: | -2.66 |
| Time value: | 0.65 |
| Break-even: | 156.50 |
| Moneyness: | 0.82 |
| Premium: | 0.27 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.01 |
| Spread %: | 1.56% |
| Delta: | 0.32 |
| Theta: | -0.03 |
| Omega: | 6.14 |
| Rho: | 0.23 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.5900 |
| Low: | 0.5900 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.35% | ||
|---|---|---|---|
| 1 Month | +15.69% | ||
| 3 Months | -57.25% | ||
| YTD | -74.89% | ||
| 1 Year | -78.23% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.5000 |
| 6M High / 6M Low: | 1.7000 | 0.4600 |
| High (YTD): | 10/01/2024 | 2.5100 |
| Low (YTD): | 13/09/2024 | 0.4600 |
| 52W High: | 16/10/2023 | 2.7100 |
| 52W Low: | 13/09/2024 | 0.4600 |
| Avg. price 1W: | 0.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5932 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9308 | |
| Avg. volume 6M: | 69.2308 | |
| Avg. price 1Y: | 1.4699 | |
| Avg. volume 1Y: | 39.0625 | |
| Volatility 1M: | 120.87% | |
| Volatility 6M: | 125.96% | |
| Volatility 1Y: | 113.11% | |
| Volatility 3Y: | - |
